Preservation of Anomalous Subgroups On Variational Autoencoder Transformed Data

We investigate the effect of variational autoencoder (VAE) based data anonymization and its ability to preserve anomalous subgroup properties. We present a Utility Guaranteed Deep Privacy (UGDP) system which casts existing anomalous pattern detection methods as a new utility measure for data synthesis. UGDP's approach shows that properties of an anomalous subset of records, identified in the original data set, are preserved through the anonymization of a VAE. This is despite the newly generated records being completely synthetic. More specifically, the Bias-Scan algorithm identifies a subgroup of records that are consistently over- (or under-) risked by a black-box classifier as an area of 'poor fit'. This scanning process is applied on both pre- and post- VAE synthesized data. The areas of poor fit (i.e. anomalous records) persist in both settings. We evaluate our approach using publicly available datasets from the financial industry. Our evaluation confirmed that the approach is able to produce synthetic datasets that preserved a high level of subgroup differentiation as identified initially in the original dataset. Such a distinction was maintained while having distinctly different records between the synthetic and original dataset.